+9,431.7%
DGX vs GAP
+353.2%
+9,078.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.3% | +1.7% | -2.0% | -0.5% |
| 30D | -1.2% | +9.3% | -10.5% | -2.6% |
| 3M | +19.9% | +6.1% | +13.8% | +18.5% |
| 6M | +19.2% | -2.3% | +21.5% | +18.6% |
| YTD | +37.5% | -10.6% | +48.1% | +37.9% |
| 1Y | +31.3% | -4.4% | +35.7% | +30.0% |
| 3Y | +96.6% | +118.3% | -21.7% | +63.6% |
| 5Y | +64.3% | +12.2% | +52.1% | +44.4% |
| 10Y | +241.1% | +33.7% | +207.4% | +157.2% |
| All | +9,431.7% | +353.2% | +9,078.5% | +4,345.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling